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Local Variance Estimation for Uncensored and Censored Observations

Paola Gloria Ferrario develops and investigates several methods of nonparametric local variance estimation. The first two methods use regression estimations (plug-in), achieving least squares estimates as well as local averaging estimates (partitioning or kernel type). Furthermore, the author uses a...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Ferrario, Paola Gloria (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Wiesbaden : Springer Fachmedien Wiesbaden : Imprint: Springer Vieweg, 2013.
Edition:1st ed. 2013.
Subjects:
Online Access:Texto Completo
Table of Contents:
  • Least Squares Estimation of the Local Variance via Plug-In.- Local Averaging Estimation of the Local Variance via Plug-In
  • Partitioning Estimation of the Local Variance via Nearest Neighbors
  • Estimation of the Local Variance under Censored Observations.